| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
11,984.00 |
12,116.00 |
132.00 |
1.1% |
11,676.75 |
| High |
12,156.00 |
12,524.50 |
368.50 |
3.0% |
12,308.50 |
| Low |
11,871.00 |
12,055.25 |
184.25 |
1.6% |
11,604.50 |
| Close |
12,152.00 |
12,414.25 |
262.25 |
2.2% |
12,222.25 |
| Range |
285.00 |
469.25 |
184.25 |
64.6% |
704.00 |
| ATR |
276.93 |
290.66 |
13.74 |
5.0% |
0.00 |
| Volume |
585,202 |
668,515 |
83,313 |
14.2% |
2,948,327 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,739.00 |
13,546.00 |
12,672.25 |
|
| R3 |
13,269.75 |
13,076.75 |
12,543.25 |
|
| R2 |
12,800.50 |
12,800.50 |
12,500.25 |
|
| R1 |
12,607.50 |
12,607.50 |
12,457.25 |
12,704.00 |
| PP |
12,331.25 |
12,331.25 |
12,331.25 |
12,379.50 |
| S1 |
12,138.25 |
12,138.25 |
12,371.25 |
12,234.75 |
| S2 |
11,862.00 |
11,862.00 |
12,328.25 |
|
| S3 |
11,392.75 |
11,669.00 |
12,285.25 |
|
| S4 |
10,923.50 |
11,199.75 |
12,156.25 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,157.00 |
13,893.75 |
12,609.50 |
|
| R3 |
13,453.00 |
13,189.75 |
12,415.75 |
|
| R2 |
12,749.00 |
12,749.00 |
12,351.25 |
|
| R1 |
12,485.75 |
12,485.75 |
12,286.75 |
12,617.50 |
| PP |
12,045.00 |
12,045.00 |
12,045.00 |
12,111.00 |
| S1 |
11,781.75 |
11,781.75 |
12,157.75 |
11,913.50 |
| S2 |
11,341.00 |
11,341.00 |
12,093.25 |
|
| S3 |
10,637.00 |
11,077.75 |
12,028.75 |
|
| S4 |
9,933.00 |
10,373.75 |
11,835.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,524.50 |
11,867.25 |
657.25 |
5.3% |
317.00 |
2.6% |
83% |
True |
False |
619,578 |
| 10 |
12,524.50 |
11,308.50 |
1,216.00 |
9.8% |
296.50 |
2.4% |
91% |
True |
False |
600,924 |
| 20 |
12,524.50 |
10,751.00 |
1,773.50 |
14.3% |
275.50 |
2.2% |
94% |
True |
False |
616,805 |
| 40 |
12,524.50 |
10,751.00 |
1,773.50 |
14.3% |
284.25 |
2.3% |
94% |
True |
False |
539,934 |
| 60 |
12,524.50 |
10,746.75 |
1,777.75 |
14.3% |
290.25 |
2.3% |
94% |
True |
False |
360,575 |
| 80 |
12,524.50 |
10,595.25 |
1,929.25 |
15.5% |
314.00 |
2.5% |
94% |
True |
False |
270,659 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
19.8% |
320.75 |
2.6% |
74% |
False |
False |
216,663 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
26.9% |
306.25 |
2.5% |
55% |
False |
False |
180,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,518.75 |
|
2.618 |
13,753.00 |
|
1.618 |
13,283.75 |
|
1.000 |
12,993.75 |
|
0.618 |
12,814.50 |
|
HIGH |
12,524.50 |
|
0.618 |
12,345.25 |
|
0.500 |
12,290.00 |
|
0.382 |
12,234.50 |
|
LOW |
12,055.25 |
|
0.618 |
11,765.25 |
|
1.000 |
11,586.00 |
|
1.618 |
11,296.00 |
|
2.618 |
10,826.75 |
|
4.250 |
10,061.00 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,372.75 |
12,342.00 |
| PP |
12,331.25 |
12,270.00 |
| S1 |
12,290.00 |
12,197.75 |
|